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- W4246090103 abstract "Free Access Bibliography Book Editor(s):Andrew Pole, Andrew PoleSearch for more papers by this author First published: 02 January 2012 https://doi.org/10.1002/9781119197072.biblio AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat No abstract is available for this article. Bibliography Arnold, V.I. Catastrophe Theory. New York: Springer-Verlag, 1986. Bollen, N.P.B., T. Smith, and R.E. Whaley (2004). ‘‘Modeling the bid/ask spread: measuring the inventory-holding premium,’’ Journal of Financial Economics, 72, 97– 141. Bollerslev, T. (1986). ‘‘Generalized Autoregressive Conditional Heteroskedasticity,’’ Journal of Econometrics, 31, 307– 327. Box, G.E.P., and G. Jenkins. Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day, 1976. Box, G.E.P., and A. Luceno. Statistical Control by Monitoring and Feedback Adjustment. New York: John Wiley & Sons, 1987. Carey, T.W. Speed Thrills. Barrons, 2004. Engle, R. (1982). ‘‘Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation,’’ Econometrica, 50, 987–1,008. Fleming, I. Goldfinger. London: Jonathan Cape, 1959. Gatev, E., W. Goetzmann, and K.G. Rouwenhorst. ‘‘ Pairs Trading: Performance of a Relative Value Arbitrage Rule,’’ Working Paper 7032, NBER, 1999. Gould, S.J. The Structure of Evolutionary Theory. Cambridge: Harvard University Press, 2002. Huff, D. How to Lie With Statistics. New York: W.W. Norton & Co., 1993. Institutional Investor. ‘‘ Wall Street South,’’ Institutional Investor, March 2004. Johnson, N.L., S. Kotz, and N. Balakrishnan. Continuous Univariate Distributions, Volumes I and II. New York: John Wiley & Sons, 1994. Lehman Brothers. Algorithmic Trading. New York: Lehman Brothers, 2004. Mandelbrot, B.B. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. New York: Springer-Verlag, 1997. Mandelbrot B.B., and R.L. Hudson. The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin, and Reward. New York: Basic Books, 2004. Orwell, George. 1984. New York: New American Library, 1950. Perold, A.F. (1988). ‘‘The Implementation Shortfall, Paper vs. Reality,’’ Journal of Portfolio Management, 14:3, 4– 9. Pole, A., M. West, and J. Harrison. Applied Bayesian Forecasting and Time Series Analysis. New York: Chapman and Hall, 1994. Poston, T., and I. Stewart. Catastrophe Theory and its Applications. London: Pitman, 1978. Schack, J. (2004). ‘Battle of the Black Boxes,’ Institutional Investor, June 2004. Sobel, D. Longitude. New York: Penguin Books, 1996. Statistical Arbitrage: Algorithmic Trading Insights and Techniques ReferencesRelatedInformation" @default.
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